Nonparametric double EWMA control chart for process monitoring

Translated title of the contribution: Nonparametric double EWMA control chart for process monitoring

Muhammad Riaz, Saddam Akber Abbasi

Research output: Contribution to journalArticlepeer-review

35 Scopus citations

Abstract

In monitoring process parameters, we assume normality of the quality characteristic of interest, which is an ideal assumption. In many practical situations, we may not know the distributional behavior of the data, and hence, the need arises use nonparametric techniques. In this study, a nonparametric double EWMA control chart, namely the NPDEWMA chart, is proposed to ensure efficient monitoring of the location parameter. The performance of the proposed chart is evaluated in terms of different run length properties, such as average, standard deviation and percentiles. The proposed scheme is compared with its recent existing counterparts, namely the nonparametric EWMA and the nonparametric CUSUM schemes. The performance measures used are the average run length (ARL), standard deviation of the run length (SDRL) and extra quadratic loss (EQL). We observed that the proposed chart outperforms the said existing schemes to detect shifts in the process mean level. We also provide an illustrative example for practical considerations.

Translated title of the contributionNonparametric double EWMA control chart for process monitoring
Original languageEnglish
Pages (from-to)167-184
Number of pages18
JournalRevista Colombiana de Estadistica
Volume39
Issue number2
DOIs
StatePublished - 2016

Bibliographical note

Publisher Copyright:
© 2016, Universidad Nacional de Colombia. All rights reserved.

Keywords

  • ARL
  • Control charts
  • DEWMA
  • EQL
  • Nonparametric
  • Process location
  • Run length sistribution
  • SDRL

ASJC Scopus subject areas

  • Statistics and Probability

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